Finite difference schemes and pde

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2nd ed.

John C. Strikwerda

Chapter 1. Hyperbolic Partial Differential Equations

The important concepts of convergence, consistency, and stability are presented and shown to be related by the Lax-Richtmyer equivalence theorem. The chapter concludes with a discussion of the Courant-Friedrichs-Lewy condition and related topics.
1.1 Overview of Hyperbolic Partial Differential Equations